相关论文: Multivariate Forecasting of Crude Oil Spot Prices …

This paper presents a model based on multilayer feedforward neural network to forecast crude oil spot price direction in the short-term, up to three days ahead. A great deal of attention was paid on finding the optimal ANN model structure.…

Accurate crude oil price prediction is crucial for financial decision-making. We propose a novel reservoir computing model for forecasting crude oil prices. It outperforms popular deep learning methods in most scenarios, as demonstrated…

The paper contributes to the rare literature modeling term structure of crude oil markets. We explain term structure of crude oil prices using dynamic Nelson-Siegel model, and propose to forecast them with the generalized regression…

Accurate crude oil price forecasting is crucial for various economic activities, including energy trading, risk management, and investment planning. Although deep learning models have emerged as powerful tools for crude oil price…

In the field of global energy and environment, crude oil is an important strategic resource, and its price fluctuation has a far-reaching impact on the global economy, financial market and the process of low-carbon development. In recent…

Natural gas is undoubtedly an essential component of the global energy system. Accurate short-term forecasting of natural gas price is challenging due to pronounced volatility driven by seasonal demand patterns, geopolitical developments,…

Despite numerous research efforts in applying deep learning to time series forecasting, achieving high accuracy in multi-step predictions for volatile time series like crude oil prices remains a significant challenge. Moreover, most…

The dissertation investigates the application of Probabilistic Graphical Models (PGMs) in forecasting the price of Crude Oil. This research is important because crude oil plays a very pivotal role in the global economy hence is a very…

This paper applies a recurrent neural network (RNN) method to forecast cotton and oil prices. We show how these new tools from machine learning, particularly Long-Short Term Memory (LSTM) models, complement traditional methods. Our results…

In recent years, there have been a lot of sharp changes in the oil price. These rapid changes cause the traditional models to fail in predicting the price behavior. The main reason for the failure of the traditional models is that they…

An accurate prediction of crude oil prices over long future horizons is challenging and of great interest to governments, enterprises, and investors. This paper proposes a revised hybrid model built upon empirical mode decomposition (EMD)…

Over the past 20 years, Kenya's demand for petroleum products has proliferated. This is mainly because this particular commodity is used in many sectors of the country's economy. Exchange rates are impacted by constantly shifting prices,…

Accurately forecasting the price of oil, the world's most actively traded commodity, is of great importance to both academics and practitioners. We contribute by proposing a functional time series based method to model and forecast oil…

Research on crude oil price forecasting has attracted tremendous attention from scholars and policymakers due to its significant effect on the global economy. Besides supply and demand, crude oil prices are largely influenced by various…

A neural net model for forecasting the prices of Venezuelan crude oil is proposed. The inputs of the neural net are selected by reference to a dynamic system model of oil prices by Mashayekhi (1995, 2001) and its performance is evaluated…

Recent advancements in the fields of artificial intelligence and machine learning methods resulted in a significant increase of their popularity in the literature, including electricity price forecasting. Said methods cover a very broad…

Crude oil, a critical component of the global economy, has its prices influenced by various factors such as economic trends, political events, and natural disasters. Traditional prediction methods based on historical data have their limits…

Financial forecasting is a difficult task due to the intrinsic complexity of the financial system. In the present paper we relate our experience using neural nets as financial time series forecast method. In particular we show that a neural…

In April 2009, we introduced a model representing the evolution of motor fuel price (a subcategory of the consumer price index of transportation) relative to the overall CPI as a linear function of time. Under our framework, all price…

This study explores the use of Recurrent Neural Networks (RNN) for real-time cryptocurrency price prediction and optimized trading strategies. Given the high volatility of the cryptocurrency market, traditional forecasting models often fall…